+100.2%
UAL vs KGC
+496.6%
-396.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.0% | +6.5% |
| 7D | +10.2% | +11.1% | -0.9% | +9.2% |
| 30D | +12.0% | -3.7% | +15.8% | +12.3% |
| 3M | -7.1% | -17.2% | +10.1% | -5.8% |
| 6M | +20.9% | -27.3% | +48.2% | +23.6% |
| YTD | +7.7% | -18.5% | +26.2% | +9.0% |
| 1Y | +23.6% | -5.7% | +29.3% | +23.9% |
| 3Y | +222.6% | +336.5% | -113.9% | +196.0% |
| 5Y | +127.9% | +298.7% | -170.8% | +105.7% |
| 10Y | +100.2% | +538.5% | -438.3% | +92.6% |
| All | +100.2% | +496.6% | -396.4% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling